Financial Modelling, Forecasting and Performance Measurement for Recovered Asset Portfolios

Course overview

Recovered asset portfolios are unusual: they mix cash, securities, property and businesses, receive money irregularly and must fund payments that are hard to predict. Boards still need to know how the portfolio is performing and what it will look like next year. This portfolio performance measurement course gives fund staff the modelling and measurement tools to answer.

Participants build a portfolio model in Excel that projects holdings, income, expenses, inflows from forfeitures and outflows for compensation and projects. They learn forecasting techniques suited to irregular flows, scenario and sensitivity analysis, and how to model property income and disposals alongside financial assets. The performance part covers time-weighted and money-weighted returns, benchmarks suitable for public funds, risk-adjusted measures, attribution and the presentation of results to boards. Participants also consider how to measure performance beyond financial returns, such as cost of holding and speed of realisation.

Participants leave with a working portfolio model and a performance reporting framework for their fund.

What you will be able to do

• Build a projection model for a mixed recovered asset portfolio
• Forecast irregular inflows and outflows
• Apply scenario and sensitivity analysis to portfolio plans
• Calculate time-weighted and money-weighted returns
• Select suitable benchmarks and risk-adjusted measures
• Report portfolio performance clearly to boards

Who should attend

For investment, finance and performance staff of recovered asset funds and asset management offices. Good Excel skills are expected.

• Investment analysts
• Fund managers
• Finance officers
• Performance and reporting officers
• Investment committee members
• Internal auditors

Course outline

Fees are per participant in US dollars and cover tuition, course materials and your certificate. Travel and accommodation are not included.